TY  - BOOK
AU  - Musiela, Marek
TI  - Martingale methods in financial modelling
SN  - 978-3-540-20966-9
AV  - HG/6024.A3/M87/2009 
CY  - Berlín
KW  - Opciones
KW  - Modelos matemáticos
KW  - Rentas fijas
KW  - Tasa de interés
KW  - Valores
KW  - Valores derivados
N1  - Contiene: 1. An introduction to financial derivates.- 2. Discrete time security markets.- 3. Benchmark models in continuous time.- 4. Foreign market derivates.- 5. American options.- 6. Exotic options.- 7. Volatility risk.- 8. Continuous time security markets.- 9. Interest rates and related contracts.- 10. Short term rate models.- 11. Models of instantaneous forward rates.- 12. Market LIBOR models.- 13. Alternative market models.- 14. Cross currency derivatives
ER  -